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Generalized least squares model averaging

Liu, Qingfeng; Okui, Ryo; Yoshimura, Arihiro - In: Econometric reviews 35 (2016) 8/10, pp. 1692-1752

Persistent link: https://www.econbiz.de/10011592388

A combination method for averaging OLS and GLS estimators

Liu, Qingfeng; Vasnev, Andrey L. - In: Econometrics 7 (2019) 3, pp. 1-12

based on ordinary least-squares (OLS) and generalized least-squares (GLS) model-averaging estimators. To select optimal …

Persistent link: https://www.econbiz.de/10012696253

Nonparametric estimation of marginal effects in regression-spline random effects models

Ma, Shujie; Racine, Jeffrey; Ullah, Aman - In: Econometric reviews 39 (2020) 8, pp. 792-825

Persistent link: https://www.econbiz.de/10012295582

Improved average estimation in seemingly unrelated regressions

Mehrabani, Ali; Ullah, Aman - In: Econometrics : open access journal 8 (2020) 2/15, pp. 1-22

estimator shrinks a generalized least squares (GLS) estimator towards a restricted GLS estimator, where the restrictions … are provided. We give the conditions under which the average estimator dominates the GLS estimator on the basis of their …

Persistent link: https://www.econbiz.de/10012265514

OLS and IV estimation of regression models including endogenous interaction terms

Bun, Maurice J. G.; Harrison, Teresa D. - In: Econometric reviews 38 (2019) 7, pp. 814-827

Persistent link: https://www.econbiz.de/10012181359

Equilibrium interest rate models for the Indian Government security market

Chaudhuri, Sunrita; Pandey, Alok - In: International Journal of Financial Markets and … 10 (2024) 1, pp. 70-86

Persistent link: https://www.econbiz.de/10015064463

Tobit or not Tobit

Stewart, Jay Charles - In: Journal of economic and social measurement 38 (2013) 3, pp. 263-290

Persistent link: https://www.econbiz.de/10010222345

Can we make smart chices between OLS and contaminated IV methods?

Basu, Anirban; Chan, Kwun Chuen Gary - In: Health economics 23 (2014) 4, pp. 462-472

Persistent link: https://www.econbiz.de/10011304902

A simple solution to the distance puzzle : balanced data and Poisson estimation

Buehler, David; White, Roger - In: Applied economics letters 22 (2015) 7/9, pp. 587-592

Persistent link: https://www.econbiz.de/10010529507

Stein-like 2SLS estimator

Hansen, Bruce E. - In: Econometric reviews 36 (2017) 6/9, pp. 840-852

Persistent link: https://www.econbiz.de/10011795510